Personally I find that playing slow works for the first 2-3 major towns/areas I visit. Talking to everyone, doing everything there - but I also find that Bethesda games like to give you quests that takes you away from the town and gives you a "quest of a quest of quest".
"My name is Hurdy Gurdy and I lost my family sword on the other side of the map; go and find it at the bottom of a dark cave with giant spiders and a Dread Wrath at the bottom - oh and please don't ask why I was there, or how I escaped, or why I dropped my sword or how monsters got back in or why I am now in this town and haven't bought new weapons, don't have any armour and am a seemingly useless character and why you, a dedicated warrior, will have difficulty with this task when I did it with relative ease."
Or how about Fallout: New Vegas, where I arrived at a town and in order to get information about the "main" quest: I must talk to a sniper, and he asks me to go to this facility and deal with a ghoul problem, which can turn into a quest FOR the ghouls where I have to look for Nightkin in the basement, which can turn into a quest working for the Nightkin to find some Stealthboys, which can turn into another quest to help another ghoul to find his dead female ghoul-fiend (geddit his girlfriend/ghoul fiend hahahaha I'm so funny). So I find his friend, find the stealthboys, the nightkin leave, the ghouls go on their journey (which turns into another long quest) and the sniper gives me his information. Of course, this round about quest was negated by the fact that I pickpocketed the sniper as soon as our conversation was over and got the info I needed (but I did the quest chain anyway) and ended up killing all the nightkin.
This is acceptable once or twice but when the whole game is like this I only ever bother "going slow" with the first 2 towns because I end up going around the world instead of just doing quests in localised areas. The game gets tedious because I am being loaded with so miuch and it's spread all around the map, I've seen all I want to see without having my character turn into a world-travelled god-of-all-trades and I just play the game to finish it.
I guess my overall point is that big games like these are difficult for me to "play slow" because taking on quests usually forces me to explore much more than I'd like to. I see too much of the world in one go and I can't really "go slow" unless I ignore the quests, but by the time I get around to them I am really only doing them to finish the game.
I'm not really sure I explained that well. Yes, sure I take strolls and walk around and just look at stuff, but if I am doing quests I have a sense of urgency for some things and at the same time these quests (from early on) might require me to go to the other side of the map, and in doing so I am "rushing" my exploration if I take on such quests.